+41.9%
TMUS vs BDX
-1.9%
+43.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -5.3% | -3.6% | -1.8% | -4.5% |
| 30D | +0.1% | +0.7% | -0.6% | -0.1% |
| 3M | -0.6% | +19.0% | -19.6% | -4.9% |
| 6M | -17.5% | +10.8% | -28.3% | -19.8% |
| YTD | -11.3% | +20.1% | -31.4% | -15.6% |
| 1Y | -25.4% | +23.1% | -48.5% | -29.6% |
| 3Y | +35.5% | -8.8% | +44.3% | +38.9% |
| 5Y | +41.9% | -1.4% | +43.3% | +34.2% |
| All | +41.9% | -1.9% | +43.8% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling